Global Investment Bank is looking to expand their Interest Rates Derivatives Quantitative Analytics team- business side.
Group: Candidates will be joining a team that works directly with the IR Traders and be responsible for researching, modeling, developing and deploying analytical solutions.
Technical: The technical environment is Excel/VBA/C++ on a Windows platform. All candidates must be technical with those languages.
Quant/Modeling: Exeprience working in an Interest Rate Derivatives group is required as is experience with relevant models including: BGM, HJM, Libor Market Models.
Education: PhDs are preferred, but MS with relevant work experience.
Candidates in a similar role (business side are preferred, but Candidates coming from the techncial side looking to move to the business side will be considered as long as the technical/quant skills are there.
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